+115.0%
ILMN vs XME
+42.7%
+72.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.5% |
| 7D | +1.9% | +3.6% | -1.7% | +1.1% |
| 30D | +12.3% | +3.6% | +8.7% | +11.5% |
| 3M | +33.5% | +1.2% | +32.3% | +32.9% |
| 6M | +69.4% | +9.0% | +60.3% | +65.3% |
| YTD | +60.9% | +15.9% | +45.0% | +49.9% |
| 1Y | +115.0% | +43.2% | +71.8% | +50.0% |
| All | +115.0% | +42.7% | +72.3% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling